NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 02-Jun-2015
Day Change Summary
Previous Current
01-Jun-2015 02-Jun-2015 Change Change % Previous Week
Open 60.77 60.70 -0.07 -0.1% 60.85
High 61.15 62.04 0.89 1.5% 61.20
Low 59.95 60.54 0.59 1.0% 57.32
Close 60.72 61.78 1.06 1.7% 60.96
Range 1.20 1.50 0.30 25.0% 3.88
ATR 1.71 1.70 -0.02 -0.9% 0.00
Volume 27,311 32,522 5,211 19.1% 100,089
Daily Pivots for day following 02-Jun-2015
Classic Woodie Camarilla DeMark
R4 65.95 65.37 62.61
R3 64.45 63.87 62.19
R2 62.95 62.95 62.06
R1 62.37 62.37 61.92 62.66
PP 61.45 61.45 61.45 61.60
S1 60.87 60.87 61.64 61.16
S2 59.95 59.95 61.51
S3 58.45 59.37 61.37
S4 56.95 57.87 60.96
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 71.47 70.09 63.09
R3 67.59 66.21 62.03
R2 63.71 63.71 61.67
R1 62.33 62.33 61.32 63.02
PP 59.83 59.83 59.83 60.17
S1 58.45 58.45 60.60 59.14
S2 55.95 55.95 60.25
S3 52.07 54.57 59.89
S4 48.19 50.69 58.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 62.04 57.32 4.72 7.6% 1.72 2.8% 94% True False 28,243
10 62.04 57.32 4.72 7.6% 1.72 2.8% 94% True False 24,586
20 64.74 57.32 7.42 12.0% 1.71 2.8% 60% False False 22,021
40 64.74 54.72 10.02 16.2% 1.64 2.6% 70% False False 20,534
60 64.74 50.54 14.20 23.0% 1.69 2.7% 79% False False 17,805
80 64.74 50.54 14.20 23.0% 1.67 2.7% 79% False False 16,104
100 64.74 50.54 14.20 23.0% 1.77 2.9% 79% False False 14,280
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 68.42
2.618 65.97
1.618 64.47
1.000 63.54
0.618 62.97
HIGH 62.04
0.618 61.47
0.500 61.29
0.382 61.11
LOW 60.54
0.618 59.61
1.000 59.04
1.618 58.11
2.618 56.61
4.250 54.17
Fisher Pivots for day following 02-Jun-2015
Pivot 1 day 3 day
R1 61.62 61.26
PP 61.45 60.74
S1 61.29 60.22

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These figures are updated between 7pm and 10pm EST after a trading day.

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